This is based on a rumor that in the 1998 Japan Cup, Stay Gold bit Special Week 's tail. See the footage for yourself here.

The camera pans away from El Condor Pasa (red sleeves, white and yellow silks with a green hat), and then Special Week (purple and white silks with a yellow hat) comes running up behind him. Stay Gold (yellow, blue, and black silks with a blue hat) is directly behind Special Week.

One could argue Stego's head is indeed lowered in those few moments enough to theoretically be able to bite Spe's tail, and that Special Week was stumbling afterwards to regain his balance, but it's... difficult to see at best, in my opinion.